My sister does not like my friend (who I was romantically interested in) what do I do?

Okay so something crappy happened today. I was looking to hang out with my friend like I usually do randomly :( and my sister wouldn't leave us alone. She kept on hanging out in the room and inquiring. She kept saying "Why do you guys always have the door locked?" And "Why can't I stay in here." I just wanted to be left alone with him, talk to him one on one, laugh, giggle, maybe cuddle.. and just be ourselves but she wouldn't leave us alone. Then she brought up stuff she was like "You made my sister cry..." and "Is he your boyfriend yet?" She made him feel uncomfortable. And she was also inquiring "Why do you guys lock the door were you doing sexual stuff?" We come from a religious family and I believe in God but I don't have the exact same beliefs.. And she made him feel uncomfortable so he left. He didn't want to say in fear that he would say something really offensive that he would later regret to my sister probably. Now he's not sure if he can come over to my house probably because she intimidated him that way. I know my sister was just looking out for me but I'm stuck. She's taking this overly defensive thinking I'm chosing him over her. Am I? I don't think I should have to chose between either and I'm stuck in a hard place. I value my friendship with him. I know he's not "using" me. I just wanted to be friends with him and this sucks. What do you guys think?

I would actually feel like crap if me and him stopped being friends because he's like one of the only friends I have. I love talking to him on the phone and I enjoy his company.

Updates:

She also feels like she has to stick up for me because of the crappy guys in my past.. But this guy is different. He's actually respectful and kind and I feel like he is a decent friend overall.